Conditional Probability: The probability of an event occurring given that another event has already occurred, fundamental to statistical inference and decision-making processes.

Max-stable random fields play a central role in modeling extreme value phenomena. We obtain an explicit formula for the conditional probability in general max-linear models, which include a large ...

Catalog : EECE.5840 Probability and Random Processes (Formerly 16.584) EECE.5840 — Graduate Id: 003318 Offering: 1 Credits: 3-3 Description Sample space, Field and Probability Measure. Axiomatic ...

CATALOG DESCRIPTION: Advanced topics in random processes: point processes, Wiener processes; Markov processes, spectral representation, series expansion of random processes, linear filtering, Wiener ...

Marco Campi, A Unique Representation Theorem for the Conditional Expectation of Stationary Processes and Application to Dynamic Estimation Problems, Journal of Applied Probability, Vol. 34, No. 2 (Jun ...

Random walks constitute one of the most fundamental models in the study of stochastic processes, representing systems that evolve in a sequence of random steps.